Weak symmetric integrals with respect to the fractional Brownian motion.

Giulia Binotto ., I. Nourdin, David Nualart

Research output: Contribution to journal › Article › Research › peer-review

Keywords

@article{149f5b6be30d4e689ec44d131a616d23,

title = "Weak symmetric integrals with respect to the fractional Brownian motion.",

keywords = "Fractional Brownian motion, Stratonovich integrals, Malliavin calculus, It{\^o} formula in law",

author = "{Binotto .}, Giulia and I. Nourdin and David Nualart",

year = "2018",

language = "English",

volume = "46",

pages = "2243–2267",

journal = "Annals of Probability",

issn = "0091-1798",

publisher = "Institute of Mathematical Statistics",

number = "4",

}

TY - JOUR

T1 - Weak symmetric integrals with respect to the fractional Brownian motion.

AU - Binotto ., Giulia

AU - Nourdin, I.

AU - Nualart, David

PY - 2018

Y1 - 2018

KW - Fractional Brownian motion

KW - Stratonovich integrals

KW - Malliavin calculus

KW - Itô formula in law

M3 - Article

VL - 46

SP - 2243

EP - 2267

JO - Annals of Probability

JF - Annals of Probability

SN - 0091-1798

IS - 4

ER -